Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

Publication year:
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71 - 76 out of 76Page size: 10
  1. 2023
  2. Published

    Polynomial Utility

    Lollike, A. S. & Steffensen, Mogens, 2023, In: International Journal of Theoretical and Applied Finance. 26, 06n07, 2350024.

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Stable dividends under linear-quadratic optimisation

    Avanzi, B., Falden, Debbie Kusch & Steffensen, Mogens, 2023, In: Quantitative Finance. 23, 9, p. 1199-1215 17 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. 2024
  5. Published

    Individual life insurance during epidemics

    Francis, L. & Steffensen, Mogens, 2024, In: Annals of Actuarial Science. 18, p. 152–175

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    On Smoothing and Habit Formation of Variable Life Annuity Benefits

    Steffensen, Mogens & Vikkelsøe, S. H., 2024, In: Journal of Risk and Financial Management. 17, 2, 27 p., 75.

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. E-pub ahead of print

    Optimal reinsurance design under solvency constraints

    Avanzi, B., Lau, H. & Steffensen, Mogens, 2024, (E-pub ahead of print) In: Scandinavian Actuarial Journal. 34 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. E-pub ahead of print

    What is the value of the annuity market?

    Steffensen, Mogens & Søe, Julie Bjørner, 2024, (E-pub ahead of print) In: Decisions in Economics and Finance. 26 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

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